MassMutual Select Diversified Value Fund

Scorecard
3 / 5 Stars
Lipper
4 4 4 3 4
Zacks Investment Research
2 (Buy)
Standard & Poor's
4 / 5 Stars
TheStreet.com
B+ (Buy)

Risk

Volatility Measurements

Updated 06.30.2014

Standard Deviation 13.12
Mean 1.34
Sharpe Ratio 1.22
Bear Market Decile Rank 55

Modern Portfolio Theory Statistics

Updated 06.30.2014

Standard Index
S&P 500 TR USD
Best Fit Index
Russell 1000 Value TR USD
R-Squared 97.6 99.21
Beta 1.06 1.0
Alpha -1.0 -0.53